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Document edit behavior Windows 10 and 7

Question

We have couple of users who have Windows 10 and Windows 7. Users who are running Windows 7, who wish to edit a file from SP locally must first save it locally to save their changes then upload the file to the site.

However in Windows 10, users are able to open a file locally from SP and save the changes to the file on the site without having to save it locally and upload it.

Users were tying to open PDF document in Windows 7 as well as Windows 10 having same Microsoft Office 2016, including newer updates installed.

Even though I selected files to be open default in Client Application, PDF could not open in Adobe Reader.

I contacted support and came to know that its a by design issue since SharePoint does not have a platform or extension to open PDF document. All other Office document does open with client application and with setting we change accordingly.